+3,541.4%
STRL vs GD
+192.5%
+3,349.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.3% | -11.5% | -12.2% |
| 7D | -34.6% | -3.9% | -30.7% | -32.3% |
| 30D | -56.7% | +8.1% | -64.7% | -58.9% |
| 3M | -54.4% | -6.8% | -47.6% | -52.2% |
| 6M | -69.7% | +3.0% | -72.7% | -70.8% |
| YTD | -20.2% | +7.8% | -28.0% | -26.5% |
| 1Y | -40.6% | +5.8% | -46.4% | -44.3% |
| 3Y | +221.7% | +55.3% | +166.4% | +123.5% |
| 5Y | +799.0% | +96.7% | +702.3% | +401.8% |
| All | +3,541.4% | +192.5% | +3,349.0% | +1,284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling